CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 07-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2019 |
07-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
1.1528 |
1.1494 |
-0.0034 |
-0.3% |
1.1549 |
| High |
1.1530 |
1.1494 |
-0.0036 |
-0.3% |
1.1646 |
| Low |
1.1489 |
1.1449 |
-0.0041 |
-0.4% |
1.1530 |
| Close |
1.1492 |
1.1475 |
-0.0017 |
-0.1% |
1.1592 |
| Range |
0.0041 |
0.0046 |
0.0005 |
11.0% |
0.0116 |
| ATR |
0.0064 |
0.0062 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
1,057 |
679 |
-378 |
-35.8% |
2,313 |
|
| Daily Pivots for day following 07-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1609 |
1.1588 |
1.1500 |
|
| R3 |
1.1564 |
1.1542 |
1.1488 |
|
| R2 |
1.1518 |
1.1518 |
1.1483 |
|
| R1 |
1.1497 |
1.1497 |
1.1479 |
1.1485 |
| PP |
1.1473 |
1.1473 |
1.1473 |
1.1467 |
| S1 |
1.1451 |
1.1451 |
1.1471 |
1.1439 |
| S2 |
1.1427 |
1.1427 |
1.1467 |
|
| S3 |
1.1382 |
1.1406 |
1.1462 |
|
| S4 |
1.1336 |
1.1360 |
1.1450 |
|
|
| Weekly Pivots for week ending 01-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1937 |
1.1880 |
1.1655 |
|
| R3 |
1.1821 |
1.1764 |
1.1623 |
|
| R2 |
1.1705 |
1.1705 |
1.1613 |
|
| R1 |
1.1648 |
1.1648 |
1.1602 |
1.1677 |
| PP |
1.1589 |
1.1589 |
1.1589 |
1.1603 |
| S1 |
1.1532 |
1.1532 |
1.1581 |
1.1561 |
| S2 |
1.1473 |
1.1473 |
1.1570 |
|
| S3 |
1.1357 |
1.1416 |
1.1560 |
|
| S4 |
1.1241 |
1.1300 |
1.1528 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1620 |
1.1449 |
0.0172 |
1.5% |
0.0042 |
0.4% |
15% |
False |
True |
491 |
| 10 |
1.1646 |
1.1447 |
0.0199 |
1.7% |
0.0058 |
0.5% |
14% |
False |
False |
494 |
| 20 |
1.1722 |
1.1432 |
0.0290 |
2.5% |
0.0058 |
0.5% |
15% |
False |
False |
490 |
| 40 |
1.1722 |
1.1432 |
0.0290 |
2.5% |
0.0068 |
0.6% |
15% |
False |
False |
375 |
| 60 |
1.1722 |
1.1432 |
0.0290 |
2.5% |
0.0066 |
0.6% |
15% |
False |
False |
389 |
| 80 |
1.1846 |
1.1432 |
0.0414 |
3.6% |
0.0059 |
0.5% |
10% |
False |
False |
328 |
| 100 |
1.2069 |
1.1432 |
0.0637 |
5.5% |
0.0055 |
0.5% |
7% |
False |
False |
269 |
| 120 |
1.2069 |
1.1432 |
0.0637 |
5.5% |
0.0055 |
0.5% |
7% |
False |
False |
232 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1687 |
|
2.618 |
1.1613 |
|
1.618 |
1.1568 |
|
1.000 |
1.1540 |
|
0.618 |
1.1522 |
|
HIGH |
1.1494 |
|
0.618 |
1.1477 |
|
0.500 |
1.1471 |
|
0.382 |
1.1466 |
|
LOW |
1.1449 |
|
0.618 |
1.1420 |
|
1.000 |
1.1403 |
|
1.618 |
1.1375 |
|
2.618 |
1.1329 |
|
4.250 |
1.1255 |
|
|
| Fisher Pivots for day following 07-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1474 |
1.1509 |
| PP |
1.1473 |
1.1498 |
| S1 |
1.1471 |
1.1486 |
|